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Lectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems
A Book

by Valery I. Klyatskin

  • Publisher : Elsevier
  • Release : 2010-09-09
  • Pages : 410
  • ISBN : 9780123849670
  • Language : En, Es, Fr & De
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Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book is a revised and more comprehensive version of Dynamics of Stochastic Systems. Part I provides an introduction to the topic. Part II is devoted to the general theory of statistical analysis of dynamic systems with fluctuating parameters described by differential and integral equations. Part III deals with the analysis of specific physical problems associated with coherent phenomena. A comprehensive update of Dynamics of Stochastic Systems Develops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and waves Includes problems for the reader to solve

Energy Research Abstracts

Energy Research Abstracts
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1979
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Nonlinear dynamics in engineering systems

Nonlinear dynamics in engineering systems
IUTAM symposium, Stuttgart, Germany, August 21-25, 1989

by Werner O. Schiehlen

  • Publisher : Springer
  • Release : 1990
  • Pages : 362
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Lecture notes in pure and applied mathematics

Lecture notes in pure and applied mathematics
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1991
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Nonlinear and Stochastic Dynamics

Nonlinear and Stochastic Dynamics
Presented at 1994 International Mechanical Engineering Congress and Exposition, Chicago, Illinois, November 6-11, 1994

by Anil K. Bajaj,Navaratnam Sri Namachchivaya,R. A. Ibrahim

  • Publisher : Unknown Publisher
  • Release : 1994
  • Pages : 339
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Stochastic Dynamics and Control

Stochastic Dynamics and Control
A Book

by Jian-Qiao Sun

  • Publisher : Elsevier
  • Release : 2006-08-10
  • Pages : 426
  • ISBN : 9780080463988
  • Language : En, Es, Fr & De
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This book is a result of many years of author’s research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations. · Comprehensive review of probability theory, and stochastic processes · Random vibrations · Structural reliability and fatigue, Non-Gaussian fatigue · Monte Carlo methods · Stochastic calculus and engineering applications · Stochastic feedback controls and optimal controls · Stochastic sliding mode controls · Feedback control of stochastic time-delayed systems · Probability density tracking control

Proceedings of the Second International Conference on Mathematical Modelling: Invited lectures, heat transfer and fluid mechanics, material properties, industrial applications, numerical modelling, mathematical programming, simulation, stochastic modelling and miscellaneous problems.-v.2. Man and interactions, physiology and biomedical systems, environmental modelling, populations, econometric modelling, and urban problems

Proceedings of the Second International Conference on Mathematical Modelling: Invited lectures, heat transfer and fluid mechanics, material properties, industrial applications, numerical modelling, mathematical programming, simulation, stochastic modelling and miscellaneous problems.-v.2. Man and interactions, physiology and biomedical systems, environmental modelling, populations, econometric modelling, and urban problems
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1980
  • Pages : 1310
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Stochastic Dynamics

Stochastic Dynamics
A Book

by Lutz Schimansky-Geier

  • Publisher : Springer
  • Release : 1997-05-20
  • Pages : 386
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Stochastic Dynamics, born almost 100 years ago with the early explanations of Brownian motion by physicists, is nowadays a quickly expanding field of research within nonequilibrium statistical physics. The present volume provides a survey on the influence of fluctuations in nonlinear dynamics. It addresses specialists, although the intention of this book is to provide teachers and students with a reliable resource for seminar work. In particular, the reader will find many examples illustrating the theory as well as a host of recent findings.

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
Presented at the 2000 ASME International Mechanical Engineering Congress and Exposition, November 5-10, 2000, Orlando, Florida

by American Society of Mechanical Engineers. Applied Mechanics Division

  • Publisher : Amer Society of Mechanical
  • Release : 2000
  • Pages : 125
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Thirteen papers from a November 2000 meeting examine central topics in theory and applications of nonlinear dynamics, stochastic mechanics and dynamics, and control of nonlinear mechanical and structural systems. Papers address topics related to fundamental, applied, analytical, computational, and e

Announcement

Announcement
A Book

by University of Michigan--Dearborn

  • Publisher : Unknown Publisher
  • Release : 1981
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Stochastic Models of Control and Economic Dynamics

Stochastic Models of Control and Economic Dynamics
A Book

by V. I. Arkin,Vadim Iosifovich Arkin,I. V. Evstigneev,E.A. Medova-Dempster

  • Publisher : London : Academic Press
  • Release : 1987
  • Pages : 208
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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This book is devoted to a specific problem in the general theory of automatic control -- sequential control under conditions of incomplete information. The main results concern the case in which at each moment of (continuous) time only a finite number of controls are admissible and the results of control action are represented by realizations of random variables whose distributions at a given control correspond to one of several alternative hypotheses. The analysis is conducted in a Bayesian framework.

Stochastic Systems

Stochastic Systems
Modeling, Identification and Optimization, II

by Roger J.-B. Wets

  • Publisher : Unknown Publisher
  • Release : 1976
  • Pages : 263
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Graduate Announcement

Graduate Announcement
A Book

by University of Michigan--Dearborn

  • Publisher : Unknown Publisher
  • Release : 1984
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Lecture Notes in Operations Research and Mathematical Economics

Lecture Notes in Operations Research and Mathematical Economics
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1970
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Undergraduate Announcement

Undergraduate Announcement
A Book

by University of Michigan--Dearborn

  • Publisher : Unknown Publisher
  • Release : 1983
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Lectures on Stochastic Programming

Lectures on Stochastic Programming
Modeling and Theory, Second Edition

by Alexander Shapiro,Darinka Dentcheva,Andrzej P. Ruszczy?ski

  • Publisher : SIAM
  • Release : 2014-07-09
  • Pages : 494
  • ISBN : 1611973422
  • Language : En, Es, Fr & De
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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available.÷ In÷Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.÷

Lecture Notes on Stochastic Control

Lecture Notes on Stochastic Control
A Book

by W. Murray Wonham

  • Publisher : Unknown Publisher
  • Release : 1967
  • Pages : 236
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Discrete and Continuous Dynamical Systems

Discrete and Continuous Dynamical Systems
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 2007
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Dynamic Feature Space Modelling, Filtering and Self-tuning of Stochastic Systems

Dynamic Feature Space Modelling, Filtering and Self-tuning of Stochastic Systems
A Systems Approach with Economic and Social Applications

by Pieter Wieger Otter

  • Publisher : Unknown Publisher
  • Release : 1984
  • Pages : 165
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Sakharov Memorial Lectures in Physics

Sakharov Memorial Lectures in Physics
Proceedings of the First International Sakharov Conference on Physics, May 21-31, 1991, Moscow

by L. V. Keldysh,V. Y. Fainberg

  • Publisher : Nova Science Pub Incorporated
  • Release : 1992
  • Pages : 1211
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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